Option Iceman 12:24 pm on Tuesday, May 24, 2022

VIX Futures

A very odd shape to the VIX futures curve.

Does this mean that the market rallies after the November election?

Hawk 1:47 pm on Tuesday, May 24, 2022

not sure how to read this. For your typical VXX trades, does this chart imply it’s better to buy a long put leg in Dec/Jan and sell the front weeks?
- Option Iceman 4:07 pm on Tuesday, May 24, 2022
  
  Yes. Futures are predicting a lower VIX starting in November
  - Hawk 7:29 pm on Tuesday, May 24, 2022
    
    Good! btw, the “boring” VXX put diagonal credit spread trade following your idea has been the most consistent trade for me this year. Thanks!

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